Pricing and Analyzing the Foreign Exchange Derivatives - Target Redemption Forward
碩士 === 東吳大學 === 財務工程與精算數學系 === 104 === This paper extends the exchange rate dynamic model to pricing the foreign exchange derivatives. Various kinds of Target Redemption Forward (TRF) are included in foreign exchange derivatives. In order to identify the pricing performance of the prediction-adjuste...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/vqn9d6 |